-14.2%
MLM vs BRO
-9.4%
-4.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +9.0% | +11.3% | -2.3% | +7.6% |
| 3M | -5.6% | +0.7% | -6.3% | -6.0% |
| 6M | -10.7% | +32.9% | -43.6% | -10.5% |
| YTD | -17.2% | -8.8% | -8.3% | -15.4% |
| 1Y | -14.2% | -9.2% | -5.0% | -12.2% |
| All | -14.2% | -9.4% | -4.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling